+48.5%
BB vs NWSA
+44.1%
+4.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.3% |
| 7D | +1.8% | -3.1% | +4.9% | +3.5% |
| 30D | -12.2% | +4.3% | -16.5% | -14.3% |
| 3M | -12.3% | +9.2% | -21.6% | -17.9% |
| 6M | +122.7% | +21.6% | +101.1% | +92.5% |
| YTD | +104.5% | +14.2% | +90.3% | +84.2% |
| 1Y | +106.7% | +1.8% | +104.9% | +103.7% |
| All | +48.5% | +44.1% | +4.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling